A Retrospective and Prospective Survey of the Monte Carlo Method
From MaRDI portal
Publication:5588973
DOI10.1137/1012001zbMath0193.46901OpenAlexW2164895118MaRDI QIDQ5588973
Publication date: 1970
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: http://digital.library.wisc.edu/1793/57478
Related Items (50)
Optimal Formulae of the Conditional Monte Carlo ⋮ Monte Carlo methods for the solution of nonlinear partial differential equations ⋮ Unbiased Monte Carlo evaluation of certain functional integrals ⋮ Sequential Monto Carlo techniques for the solution of linear systems ⋮ A variational approach to stochastic nonlinear problems ⋮ Theoretical and empirical convergence results for additive congruential random number generators ⋮ Phase space methods and path integration: the analysis and computation of scalar wave equations ⋮ Finding the likely behaviors of static continuous nonlinear systems ⋮ A Monte Carlo strategy for data-based mathematical modeling ⋮ SYSTOLIC MATRIX INVERSION USING A MONTE CARLO METHOD ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5613615 Sur la discr�pance des suites al�atoires] ⋮ Randomization for continuous problems ⋮ ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers ⋮ Monte Carlo inference methods in population genetics ⋮ On the Voronoi Regions of Certain Lattices ⋮ Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra ⋮ A classified bibliography of Monte Carlo studies in econometrics ⋮ The Monte Carlo method ⋮ Computational methods of linear algebra ⋮ Adaptive estimation procedures for multi-parameter Monte Carlo computations ⋮ Optimal transshipment of products ⋮ Unnamed Item ⋮ An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems ⋮ On the influence of uncertainty in computational simulations of a high-speed jet flow from an aircraft exhaust ⋮ Random sequences in generalized Cantor sets ⋮ On scrambled Halton sequences ⋮ A Complete Guide to Gamma Variate Generation ⋮ Optimal antithetic sampling plans ⋮ Mean-square discrepancies of the Hammersley and Zaremba sequences for arbitrary radix ⋮ Adaptive Monte Carlo methods for matrix equations with applications ⋮ Proximal algorithms and temporal difference methods for solving fixed point problems ⋮ A Monte Carlo study of autoregressive integrated moving average processes ⋮ A new algorithm for adaptive multidimensional integration ⋮ Propagating uncertainty through system dynamics in reproducing kernel Hilbert space ⋮ Uncertainty propagation in dynamical systems ⋮ Variance reduction techniques for the simulation of Markov process. II: Matrix iterative methods ⋮ Uncertainty quantification for Fisher-Kolmogorov equation on graphs with application to patient-specific Alzheimer's disease ⋮ Projected equation methods for approximate solution of large linear systems ⋮ Reject the rejection technique ⋮ Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations ⋮ Evaluation of the discrepancy of the linear congruential pseudo-random number sequences ⋮ The extreme and \(L^2\) discrepancies of some plane sets ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ On a number-theoretical integration method ⋮ Randomized exponential transformation algorithm for solving the stochastic problems of gamma-ray transport theory ⋮ The ages of mutations in gene trees ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Why Monte Carlo Simulations Are Inferences and Not Experiments ⋮ About one Monte Carlo method for solving linear equations ⋮ A simulation-based approach to stochastic dynamic programming
This page was built for publication: A Retrospective and Prospective Survey of the Monte Carlo Method
